The S&P/ASX 200 Daily Risk Control 12% Index builds on the S&P/ASX 200 methodology and overlays mathematical algorithms to maintain the risk profile at a specific volatility target. The index dynamically rebalances exposure to the S&P/ASX 200 to maintain a target risk of 12%.
Top 10 Constituents by Index WeightExport
*Based on GICS sectors
The weightings for each sector of the index are rounded to the nearest tenth of a percent, therefore, the aggregate weights for the index may not equal to 100%.
*Based on GICS Sectors